Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47877.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46482.71 Kr¶

PnL: ---------------------------------------> -405.86 Kr¶

DD now: ---------------------------------> -1.547 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 17:14:16.169970'

Anic Portfolio¶

Today¶

Return: 0.348 %¶

This Week¶

Return: 0.724 %¶

Total¶

Return: 56.739 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -2.680000 2793.000000 157.000000 5.960000 2636.000010
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -2.210000 424.400000 69.400000 19.550000 355.000000
Boozt 12 0.630000 1717.200000 63.200000 3.820000 1653.999996
Corem Property Group B 59 -3.560000 638.970000 61.970000 10.740000 576.999999
OEM International B 7 2.270000 568.400000 40.400000 7.650000 527.999997
HMS Networks 2 -1.060000 712.000000 39.000000 5.790000 673.000000
Intrum 4 1.720000 555.600000 28.600000 5.430000 527.000000
Norva24 Group 16 5.020000 569.280000 26.280000 4.840000 543.000000
SAAB B 8 0.260000 3403.200000 26.200000 0.780000 3377.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Coor Service Management Hold. 8 1.020000 552.400000 20.400000 3.830000 532.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
AcadeMedia 12 1.410000 568.560000 11.560000 2.080000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -1.390000 256.080000 10.080000 4.100000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.450000 569.100000 7.100000 1.260000 562.000005
Securitas B 6 0.980000 574.980000 4.980000 0.870000 570.000000
Resurs Holding 22 -0.040000 578.380000 4.380000 0.760000 573.999998
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Swedbank A 3 1.340000 566.550000 2.550000 0.450000 564.000000
CTEK 13 2.090000 533.780000 -0.220000 -0.040000 533.999999
Karnov Group 9 -2.460000 534.600000 -1.400000 -0.260000 536.000004
Essity B 2 -1.790000 569.600000 -4.400000 -0.770000 574.000000
Handelsbanken A 5 -0.510000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
Essity A 4 -2.400000 1138.000000 -11.000000 -0.960000 1149.000000
Nordea Bank Abp 29 -0.500000 3431.860000 -22.140000 -0.640000 3453.999992
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.300000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 1.010000 3624.400000 -131.600000 -3.500000 3756.000001
OX2 18 0.650000 1523.700000 -140.300000 -8.430000 1663.999992
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46482.710000 -405.860000 -1.54695% 46888.564618

Updated:¶

'2023-01-18 17:14:28.890440'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶